+8.6%
AEIS vs WSM
+44.0%
-35.4%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.1% | +6.5% | -17.6% | -13.6% |
| 7D | -12.7% | +8.0% | -20.7% | -15.8% |
| 30D | -28.8% | +13.5% | -42.3% | -33.5% |
| 3M | -38.0% | +8.8% | -46.9% | -40.9% |
| 6M | -45.3% | +54.7% | -100.0% | -57.9% |
| YTD | +1.1% | +53.3% | -52.1% | -23.9% |
| 1Y | +8.6% | +41.1% | -32.5% | -13.1% |
| All | +8.6% | +44.0% | -35.4% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded WSM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling